ON THE DISTRIBUTION OF FUNCTIONALS OF THE SUBORDINATOR

被引：0
|
作者：
Gusak, D. V. [1 ]
机构：
[1] Natl Acad Sci Ukraine, Inst Math, Tereshchenkivska St 3, UA-252601 Kiev, Ukraine
来源：
THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2013年 / 88卷
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D O I：
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中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Distributions of boundary functionals for processes with stationary independent increments are studied by many authors (see, e.g., 11 61). If we restrict ourselves to the processes with a bounded variation and with the drift a >= 0 then from our results in [4-5] it is easy to deduce the relations defining distributions of functionals for a subordinator (process with positive and independent increments, see [3, Ch. III]).
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页码：46 / 59
页数：14
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